NYSE Liffe Gateway

7.17.60.6

Released: Nov 20, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

NYSE Liffe Gateways 7.17.60 support Euronext upgrade of the XDP infrastructure. For further details, refer to TT circular NI051-14.

System Requirements

Installation Notes

As part of the upgrade, the exchange will decommission the BBO Cash Underlying Data channel. Customers should verify that this channel is disabled or removed from the Price Server section of the hostinfo.cfg file. For reference, a disabled channel should be configured as follows:
[PriceServer]
#MulticastGroup4=AMSTERDAM_UNDERLYINGS

Enhancements

  1. Installation Notes
    1. Updated default Multicastgroups.cfg file with the new IP/port settings for the upgraded XDP infrastructure. These settings are updated automatically when the gateway is upgraded from the earlier version. (Ref 229156)

Fixes

    1. A 'FrmHst' (from exchange to TT application) event has been added to the TT audit file. (Ref 229286)

  1. Order Server
    1. Resolved an infrequent and difficult to reproduce crash that could occur while downloading orders during startup. (Ref 225546)

    2. Orders are now displayed with the correct price the next day if the price of the order was updated while the Order Server was shutting down. (Ref 229168)

Known Issues

  1. Order Server
    1. Working orders can disappear from a trader's order book and appear only for TTADM logins if the Order Server experiences multiple intra-day restarts. (Ref 200800)

    2. The Exchanges= entry in Hostinfo.cfg is case sensitive. (Ref 214371)

  2. Orders
    1. Order Add messages do not provide exchange date. (Ref 218240)

  3. Price Server
    1. When the Price Server misses a large number of packets and enters recovery, the server can run out of memory. Depending on the specific scenario, this results in either the server experiencing a shutdown or a crash. (Ref 162127)

    2. In some cases, the expiration dates on a spread contract can be incorrectly populated, which results in both orders and summary fills reporting the wrong date in the Expiry field. Leg fills for these contracts have the correct dates. (Ref 174101)

    3. If the Price Server misses a large number of packets, it can run out of memory and crash during the recovery. When this occurs, TT Chron automatically restarts the Price Server. After restart, the Price Server continues to function properly. (Ref 200907)

    4. The Price Server can fail to retrieve all products if the exchange Refresh Server is not available. (Ref 201492)

    5. In the event of a Price Server disconnect from the exchange, after the re-connect price updates can be delivered out of order to the connected client applications (e.g., prices that are off the inside market could be delivered before inside market prices). In this scenario, some client applications that trigger off inside market prices might trigger prematurely. (Ref 213650)

  4. Wholesale Trades
    1. Wholesale OTC trades submitted via X_TRADERĀ® 7.12 ( old X_Block window ) are not risk checked for price reasonability limits. (Ref 220864)

    2. Wholesale OTC orders are not displayed in the Order Book after the session disconnect. Fills for such orders are processed correctly. (Ref 221778)